Q$6.)$ A portfolio is formed by investing $32\%$ in Asset$-1$; $28\%$ in Asset$-2$; and $40\%$ in Asset$-3.$ The covariances of the three assets with the market portfolio are $24,36,$ and $48.$ The variance of the market portfolio is $40.$ If the risk$-$less rate is $7\mathrm{.}5\%,$ and the expected return on the market portfolio is $12\mathrm{.}5\%,$ what is the expected return of this portfolio, assuming that the CAPM is valid?